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Sufficient optimality conditions in stability analysis for state constrained optimal control
Subtitle:Raport Badawczy = Research Report ; RB/3/2004
Creator: Publisher:Instytut Badań Systemowych. Polska Akademia Nauk ; Systems Research Institute. Polish Academy of Sciences
Place of publishing: Date issued/created: Description:16 stron ; 21 cm ; Bibliografia s. 16
Type of object: Subject and Keywords:State constraints ; Parametric problems ; Second order sufficient conditions ; Linear-quadratic optimal control ; Optymalne sterowanie liniowo-kwadratowe ; Lipschitzian stability ; Stabilność lipschitza ; Lips- chitzian stability ; Optymalne sterowanie ; Regulator liniowo-kwadratowy
Abstract:A family of parametric linear-quadratic optimal control problems is considered. The problems are subject to state constraints. It is shown, that weak second order sufficient optimality conditions, together with standard constraint qualifications, ensure that the solutions and Lagrange multipliers are locally Lipschitz continuous functions of the parameter.
Relation:Raport Badawczy = Research Report
Resource type: Detailed Resource Type: Source: Language: Language of abstract: Rights:Licencja Creative Commons Uznanie autorstwa 4.0
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Digitizing institution:Instytut Badań Systemowych Polskiej Akademii Nauk
Original in:Biblioteka Instytutu Badań Systemowych PAN
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